[Forum SIS] Seminar

[Simone Padoan]

Dear All,

sorry for this second call, but the time of the seminar has been changed

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We are glad to announce the following talk
Thursday, 10 October, 2013, 12.30, Room 3-E4-SR03
Bocconi University, via Roentgen 1, Milan.
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by Carlos M. Carvalho, The University of Texas at Austin, US

Title:
"Decoupling Shrinkage and Selection in Bayesian Linear Models"

Abstract:

Selecting a subset of variables for linear prediction remains an area of active research. This paper approaches the problem from an explicitly Bayesian decision theoretic perspective, build- ing off of the many recent contributions to the shrinkage prior and model selection literature. A novel posterior graphical summary is proposed, which communicates valuable information concerning which variables associate most strongly with the outcome. Extension to the generalized linear model setting is also presented.

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Dr. Simone Padoan, PhD.
Assistant Professor

Department of Decision Sciences
Bocconi University of Milan
via Roentgen, 1 20136 Milano - Italy
tel. +39 02 5836 5368
Email: simone.padoan a unibocconi.it
Webpage: http://faculty.unibocconi.it/simonepadoan
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